Multi-Asset Investing 2018 - New York | Pensions & Investments | 15 November 2018 | Convene, 810 Seventh Avenue, New York, NY 10019, USA

Preparing Your Portfolio for the Next Correction: Outcome Oriented Solutions to Maximize Returns & Mitigate Risk

The Best Offense is a Strong Defense
After nearly a decade-long bull run, and with markets currently at frightening deviations from historical means, there exists a strong feeling that a correction is inevitable. Investors who rode the return wave, driven by a combination of FOMO (fear of missing out) combined with monster-like algorithmic “super” programs, are now looking for the softest landing possible. To achieve this they are turning, more and more, to multi-asset strategies that have the potential for upside plus the protection against downside that a risk-managed portfolio can deliver.

However, in an industry both driven by and wary of past performance metrics, recent market conditions — with volatility, risk premia, and the dispersion of risk being low for an extended period of time — made it exceedingly difficult for active managers to meet their client’s objectives, to diversify while also generating acceptable returns. But, if current market conditions favor a more risk-managed approach, where do multi-asset strategies ideally fit into an institutional portfolio and how are investors positioning their plans to negotiate what markets have to offer? Most importantly, when volatility and risk premia rise, will a larger number of active managers stand out who possess greater skill and experience, or will they merely serve to create additional complexity and expense?

2018 Speakers:

Celia Dallas
Chief Investment Strategist, CAMBRIDGE ASSOCIATES, LLC

Aoifinn Devitt
Chief Investment Officer, POLICEMEN'S ANNUITY AND BENEFIT FUND OF CHICAGO

Mike Edleson, CFA
Chief Risk Officer, UNIVERSITY OF CHICAGO

Stephen Sexauer
Chief Investment Officer, SAN DIEGO COUNTY RETIREMENT ASSOCIATION (SDCERA)

Susan Slocum
Chief Investment Officer & Treasurer, CHILDREN'S HOSPITALS AND CLINICS OF MINNESOTA

Matthew E. Stroud, CFA
Senior Director Global Pensions, MARSH & MCLENNAN COMPANIES (MMC)

Matthew H. Brenner, CFA
Managing Vice President, Investments Investment Division, ICMA RETIREMENT CORPORATION

Mary Cahill
Former Chief Investment Officer, EMORY UNIVERSITY

Michael A. Condon
Senior Vice President, Institutional Investments, FUND EVALUATION GROUP, LLC

Chris DeMeo FSA, CFA
Founding Partner, NU PARADIGM INVESTMENT PARTNERS, LLC

Jim Dunn
Chief Executive & Chief Investment Officer, WAKE FOREST UNIVERSITY/VERGER CAPITAL MANAGEMENT

Patrick Edwardson
Partner, Head of Multi Asset, BAILLIE GIFFORD

David G. Eichhorn, CFA
President & Head of Investment Strategies, NISA

Adam Farstrup, CFA
Head of Multi-Asset Product, SCHRODERS

Paul R. T. Johnson Jr.
Trustee, STATE UNIVERSITY RETIREMENT SYSTEM OF ILLINOIS

Ali Kazemi
Managing Director, Consultant and Head of Risk Management, WILSHIRE ASSOCIATES

Kevin P. Kearns
Portfolio Manager, Alpha Strategies Group, LOOMIS, SAYLES & COMPANY

Nat Kellogg, CFA
Director of Manager Search, Managing Partner, MARQUETTE ASSOCIATES, INC.

Bill Li CFA, CAIA
Senior Investment Officer, MASSPRIM

Jeffrey H. Mitchell
Principal, Senior Consultant, NEPC, LLC

Maura T. Murphy, CFA
Portfolio Manager, Alpha Strategies Group, LOOMIS, SAYLES & COMPANY

Christopher Rapcewicz, Ph.D.
Director of Risk and Operations, HELMSLEY CHARITABLE TRUST

Richard R. Ratkowski, CFA
Director, Investment Strategies, NISA

Daniel A. Scholz, CFA
Director, Investment Strategies, NISA

Stephen Sexauer
Chief Investment Officer, SAN DIEGO COUNTY RETIREMENT ASSOCIATION (SDCERA)

Susan Slocum
Chief Investment Officer & Treasurer
, CHILDREN'S HOSPITALS AND CLINICS OF MINNESOTA

James Squires, CFA
Partner, Multi Asset Portfolio Manager, BAILLIE GIFFORD

Eric Vaang, CFA
Managing Director, International, THE JOHN D. AND CATHERINE T. MACARTHUR FOUNDATION

Lowell Yura, CFA, ASA
Head of Multi-Asset Solutions, North America, T. ROWE PRICE

2018 Sponsors

LEAD SPONSORS:
• BAILLIE GIFFORS
• LOOMIS SAYLES
• NISA
• Schroders
• T.RowerPrice